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Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…

Operator Algebras · Mathematics 2017-02-24 Sheng Yin

It is known that hermitean random matrix ensembles can be identified with symmetric coset spaces of Lie groups, or else with tangent spaces of the same. This results in a classification of random matrix ensembles as well as applications in…

Mathematical Physics · Physics 2009-11-13 Ulrika Magnea

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…

Statistical Mechanics · Physics 2025-12-08 Shaohua Guan

We explore how the combinatorial arrangement of prescribed zeros in a matrix affects the possible eigenvalues that the matrix can obtain. We demonstrate that there are inertially arbitrary patterns having a digraph with no 2-cycle, unlike…

Rings and Algebras · Mathematics 2016-11-28 Jonathan Earl , Kevin N. Vander Meulen , Adam Van Tuyl

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

In this paper we parameterize non-negative matrices of sum one and rank at most two. More precisely, we give a family of parameterizations using the least possible number of parameters. We also show how these parameterizations relate to a…

Computation · Statistics 2009-11-10 Enrico Carlini , Fabio Rapallo

We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…

Mathematical Physics · Physics 2017-10-17 Thomas Krajewski

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are…

Disordered Systems and Neural Networks · Physics 2018-11-06 Nikita Olekhno , Yaroslav Beltukov

We present further properties of a previously proposed recursive scheme for parameterisation of n-by-n unitary matrices. We show that the factors in the recursive formula may be introduced in any desired order. The method is used to study…

Mathematical Physics · Physics 2009-11-11 C. Jarlskog

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

Probability · Mathematics 2014-07-24 Ivan Nourdin , Giovanni Peccati , Guillaume Poly , Rosaria Simone

We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…

Mathematical Physics · Physics 2025-04-04 Benoit Collins , Razvan Gurau , Luca Lionni

A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…

Statistics Theory · Mathematics 2016-06-06 E. Di Nardo

Statistical equilibrium models of coherent structures in two-dimensional and barotropic quasi-geostrophic turbulence are formulated using canonical and microcanonical ensembles, and the equivalence or nonequivalence of ensembles is…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

Bipartite graphs, representing two-mode networks, arise in many research fields. These networks have two disjoint node sets representing distinct entity types, for example persons and groups, with edges representing associations between the…

Methodology · Statistics 2025-08-08 Alex Stivala , Peng Wang , Alessandro Lomi

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

Using determinant representations for partition functions of the corresponding square ice models and the method proposed recently by one of the authors, we investigate refined enumerations of vertically symmetric alternating-sign matrices,…

Mathematical Physics · Physics 2011-07-19 A. V. Razumov , Yu. G. Stroganov